Estimating the codifference function of linear time series models with infinite variance
| Year of publication: |
2011
|
|---|---|
| Authors: | Rosadi, Dedi ; Deistler, Manfred |
| Published in: |
Metrika. - Springer. - Vol. 73.2011, 3, p. 395-429
|
| Publisher: |
Springer |
| Subject: | ARMA | Infinite variance | Codifference | Empirical characteristic function |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10008925327